VWAP

Session fair-value line. Reclaims, rejects, and optional distance-% stretch.

About

VWAP is the session volume-weighted average of typical price. It resets each trading day (America/New_York). On intraday charts it builds through the session; on daily charts each bar is its own session. Use price vs VWAP for reclaim/reject bias. Optional Distance % is (close − VWAP) / VWAP × 100 so rules can trade stretch from fair value (for example cross back through −1%).